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Multi-Asset index solutions in the STOXX offering provide market participants with highly liquid solutions for diversification over complementary asset classes. Currently, the offering includes the EURO STOXX 50® Multi-Asset and EURO STOXX 50 Multi-Asset Momentum Risk Cap Indices, which are comprised of core equities and fixed income within the EURO STOXX 50® universe.

Fixed Allocation: The EURO STOXX 50® Multi-Asset Indices

This concept enables a cross-asset allocation strategy with pre-defined fixed exposure levels to the equity and bond asset classes. Different combinations of the equity and bond exposures offer investors the possibility to construct efficient portfolios according to their individual preferences as well as the macroeconomic factors such as economic growth and interest rate environment.

This new cross-asset concept represents a dynamic allocation of equities and corporate bonds within the EURO STOXX 50® universe, based on market momentum and pre-defined maximum risk levels. The weightings of equities and bonds within the index are governed by the momentum factor that dynamically allocates the exposure to each asset class. Subsequently, the pre-defined volatility cap ensures risk limits on the final portfolio.

In order to account for varying risk thresholds of investors, the indices are available in five versions with risk caps set at 5%, 7,5%, 10%, 15% and 20%.

Each index version delivers superior performance compared to stand-alone investments into either the EURO STOXX 50 or the EURO STOXX 50 Corporate Bonds index. The combination of momentum with a risk ceiling enables investors to generate better results while remaining below their target risk threshold.